+1,802.9%
TER vs TNA
+84.1%
+1,718.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.3% |
| 7D | +9.4% | -7.6% | +17.0% | +12.9% |
| 30D | -2.4% | -13.6% | +11.2% | +3.6% |
| 3M | +6.5% | +2.8% | +3.7% | +6.4% |
| 6M | +23.2% | +34.5% | -11.3% | +11.5% |
| YTD | +91.5% | +41.0% | +50.4% | +70.5% |
| 1Y | +214.8% | +52.0% | +162.8% | +170.4% |
| 3Y | +275.3% | +103.5% | +171.9% | +161.3% |
| 5Y | +211.9% | -22.5% | +234.4% | +180.8% |
| All | +1,802.9% | +84.1% | +1,718.8% | +965.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling